摘要
针对一种连续双向拍卖状况进行了数学描述,建立了Hamilton-Jacobi方程;在假设商品可行拍卖价格可预测的基础上,提出运用最大递增凹向包络原理确定单个卖方的最优拍卖价格集合;定义了单个卖方的最小接受价格并对其性质进行了分析,据此给出了商品最优拍卖价格转换时机阈值的定义及求解方法,单个卖方可利用该阈值实现最优拍卖价格时机转换及商品存量的集成控制策略。
In this paper,a mathematical model is given for a special condition of continuous double auction. With assumption of commodities＇ possible auction price could be forecasted; maximum increasing concave envelope is offered for the set of commodities＇optimal auction price. On the basis of defining minimum acceptance auction price and analyzing its＇ character, a definition and arithmetic are given for switch threshold of optimal auction price. With this, single bargainer can implement its＇ integrated control strategy of pricing and inventory.
出处
《系统工程》
CSCD
北大核心
2005年第8期104-109,共6页
Systems Engineering
基金
国家社会科学基金资助项目(03CJY004)
航空科学基金资助项目(03J53074)
关键词
连续双向拍卖
阚值
凹向包络原理
Continuous Double Auction
Threshold
Concave Envelope
